Time series and linear systems / edited by S. Bittanti.
— Berlin : Springer-Verlag, c1986. xvii, 243 p. ; 25 cm. — (Lecture notes in control and information sciences ; 86)
Incluye referencias bibliográficas.
Contenido: E. J. Hannan, Time series and stochastic models — Manfred Deistler, Linear errors-in-variables models — Giorgio Picci and Stefano Pinzoni, A new class of dynamic models for stationary time series — Jorma Rissanen, Predictive and nonpredictive minimum description length principles — Sergio Bittanti, Deterministic and stochastic linear periodic systems — Daniel Boley and Sergio Bittanti, Numerical problems in linear system theory — Michael McAleer and Manfred Deistler, Some recent developments in econometrics.
ISBN 3540169032. — ISBN 0387169032 (New York)
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